+287.2%
PFGC vs UEC
+939.6%
-652.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.0% | +3.7% | -0.7% |
| 7D | -4.8% | -4.3% | -0.6% | -4.3% |
| 30D | -17.2% | -3.8% | -13.4% | -17.0% |
| 3M | -6.3% | +17.0% | -23.3% | -9.1% |
| 6M | +8.8% | -23.9% | +32.7% | +10.5% |
| YTD | +4.9% | -5.7% | +10.6% | +2.5% |
| 1Y | -9.5% | -12.5% | +3.0% | -12.0% |
| 3Y | +59.6% | +136.5% | -76.9% | +25.4% |
| 5Y | +113.5% | +243.3% | -129.8% | +43.4% |
| All | +287.2% | +939.6% | -652.5% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded UEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling